Inflation and Inflation Uncertainty in Iran: An Application of GARCH-in-Mean Model with FIML Method of Estimation
This paper investigates the relationship between inflation and inflation uncertainty for the period of 1990-2009 by using monthly data in the Iranian economy. The results of a two-step procedure such as Granger causality test which uses generated variables from the first stage as regressors in the s...
Guardat en:
| Format: | Artigo |
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| Idioma: | Inglês |
| Publicat: |
University of Sistan and Baluchestan
2010-12-01
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| Col·lecció: | International Journal of Business and Development Studies |
| Matèries: | |
| Accés en línia: | https://ijbds.usb.ac.ir/article_1303_84a75caeb9e91d93fe947d67ea753067.pdf |
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